Crash · Shenzhen Component Index (2022)
Replay 144 daily bars of the Shenzhen Component Index from October 2021 to May 2022, watching the close fall 22.7% from 14492.82 to 11206.82. Work through 25 decision points (9 critical) and receive an AI coach review of every call in a simulated, educational setting.
144 daily bars · 25 decision points · 2021-10 to 2022-05 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 32.9% and a 12.2% run-up.
- Max drawdown
- −32.9%
- Max run-up
- +12.2%
- Duration
- 216 days
- Largest single-day move
- −6.1%
- Bars
- 144 Daily bars
- Decision points
- 25
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The Shenzhen Component Index entered the final quarter of 2021 as a barometer of China's tech-heavy growth stocks, trading near 14492.82. Over the next seven months, from October 2021 through May 2022, the index would navigate one of its most challenging periods—a landscape shaped by tightening monetary policy, regulatory uncertainty, and shifting global risk sentiment. For participants replaying these 144 daily bars, the scenario presents a test of conviction and discipline amid a sustained downtrend.
The numbers tell a stark story: the index fell 22.7% from 14492.82 to 11206.82, with a maximum drawdown of 32.9%—meaning early positions faced paper losses far exceeding the headline decline. Volatility proved relentless, with single-day moves reaching 6.1%, creating treacherous conditions for trend-following strategies. Throughout the 25 decision points embedded in this period (9 of them critical), participants were forced to choose between holding through the drawdown, cutting positions, or attempting to time a bottom.
This replay sharpens the ability to manage risk when fundamentals and price action diverge. It exposes how drawdown tolerance, emotional regulation, and systematic decision frameworks hold up under pressure. The scenario teaches that survival in a crash depends less on predicting the bottom and more on having predefined rules—position sizing, stop logic, and psychological preparedness—that keep a trader in the game when the market grinds lower session after session.